NYMEX Natural Gas Future December 2007
| Trading Metrics calculated at close of trading on 17-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2007 |
17-May-2007 |
Change |
Change % |
Previous Week |
| Open |
9.593 |
9.650 |
0.057 |
0.6% |
9.546 |
| High |
9.675 |
9.880 |
0.205 |
2.1% |
9.660 |
| Low |
9.565 |
9.650 |
0.085 |
0.9% |
9.420 |
| Close |
9.662 |
9.816 |
0.154 |
1.6% |
9.638 |
| Range |
0.110 |
0.230 |
0.120 |
109.1% |
0.240 |
| ATR |
0.146 |
0.152 |
0.006 |
4.1% |
0.000 |
| Volume |
720 |
323 |
-397 |
-55.1% |
4,313 |
|
| Daily Pivots for day following 17-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10.472 |
10.374 |
9.943 |
|
| R3 |
10.242 |
10.144 |
9.879 |
|
| R2 |
10.012 |
10.012 |
9.858 |
|
| R1 |
9.914 |
9.914 |
9.837 |
9.963 |
| PP |
9.782 |
9.782 |
9.782 |
9.807 |
| S1 |
9.684 |
9.684 |
9.795 |
9.733 |
| S2 |
9.552 |
9.552 |
9.774 |
|
| S3 |
9.322 |
9.454 |
9.753 |
|
| S4 |
9.092 |
9.224 |
9.690 |
|
|
| Weekly Pivots for week ending 11-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10.293 |
10.205 |
9.770 |
|
| R3 |
10.053 |
9.965 |
9.704 |
|
| R2 |
9.813 |
9.813 |
9.682 |
|
| R1 |
9.725 |
9.725 |
9.660 |
9.769 |
| PP |
9.573 |
9.573 |
9.573 |
9.595 |
| S1 |
9.485 |
9.485 |
9.616 |
9.529 |
| S2 |
9.333 |
9.333 |
9.594 |
|
| S3 |
9.093 |
9.245 |
9.572 |
|
| S4 |
8.853 |
9.005 |
9.506 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9.880 |
9.465 |
0.415 |
4.2% |
0.148 |
1.5% |
85% |
True |
False |
551 |
| 10 |
9.880 |
9.420 |
0.460 |
4.7% |
0.126 |
1.3% |
86% |
True |
False |
839 |
| 20 |
9.880 |
9.220 |
0.660 |
6.7% |
0.142 |
1.4% |
90% |
True |
False |
834 |
| 40 |
9.880 |
9.120 |
0.760 |
7.7% |
0.148 |
1.5% |
92% |
True |
False |
897 |
| 60 |
9.880 |
8.839 |
1.041 |
10.6% |
0.139 |
1.4% |
94% |
True |
False |
779 |
| 80 |
9.880 |
8.465 |
1.415 |
14.4% |
0.150 |
1.5% |
95% |
True |
False |
758 |
| 100 |
9.880 |
8.270 |
1.610 |
16.4% |
0.151 |
1.5% |
96% |
True |
False |
739 |
| 120 |
9.880 |
8.270 |
1.610 |
16.4% |
0.145 |
1.5% |
96% |
True |
False |
703 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10.858 |
|
2.618 |
10.482 |
|
1.618 |
10.252 |
|
1.000 |
10.110 |
|
0.618 |
10.022 |
|
HIGH |
9.880 |
|
0.618 |
9.792 |
|
0.500 |
9.765 |
|
0.382 |
9.738 |
|
LOW |
9.650 |
|
0.618 |
9.508 |
|
1.000 |
9.420 |
|
1.618 |
9.278 |
|
2.618 |
9.048 |
|
4.250 |
8.673 |
|
|
| Fisher Pivots for day following 17-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
9.799 |
9.785 |
| PP |
9.782 |
9.754 |
| S1 |
9.765 |
9.723 |
|